Fundo Investimento Imobiliar GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 13th, 2025:17.61% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0804 | 11.76 | |
| 0.1138 | 9.26 | |
| 0.8498 | 93.78 | |
| -0.0322 | -1.90 |
Estimation Period:
Mar 19, 2018 to Oct 17, 2025
Mar 19, 2018 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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